clear 
use "Data.dta"

generate t=td(17feb2011)+_n-1 
format t %td 
tsset t

******************
** Twitter 1 ****
******************
quietly var LibRebTOLibGov LibGovTOLibReb USGovTOLibGov USGovTOLibReb Twitter1,lags(1/4)
varlmar, mlag(4)
varstable,graph

*****************
** Twitter 2 ****
******************
quietly var LibRebTOLibGov LibGovTOLibReb USGovTOLibGov USGovTOLibReb Twitter2,lags(1/4)
varlmar, mlag(4)
varstable

*****************
** Twitter 3 ****
******************
quietly var LibRebTOLibGov LibGovTOLibReb USGovTOLibGov USGovTOLibReb Twitter3,lags(1/4)
varlmar, mlag(4)
varstable

*****************
** Twitter 4 ****
******************
quietly var LibRebTOLibGov LibGovTOLibReb USGovTOLibGov USGovTOLibReb Twitter4,lags(1/4)
varlmar, mlag(4)
varstable, graph

*****************
** Twitter TOT ****
******************
quietly var LibRebTOLibGov LibGovTOLibReb USGovTOLibGov USGovTOLibReb TwitterTOT,lags(1/4)
varlmar, mlag(4)
varstable, graph




